ua    ru    en   
Sergiy Maksymenko

  1. Cholesky decomposition

    Cholesky decomposition of a square symmetric positive definite matrix A is a lower triangle matrix L with positive diagonal elements such that A = L L*.
  2. LU decomposition

    LU decomposition of a square non-singular matrix A is a tripple L, U, P of matrices of the same size such that PA = LU, where P is a permutation matrix, L is a lower-triangle matrix and U is an upper triangle matrix. This program does the same as the built-in MATLAB function lu.
Page visits counter: 1